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Trade: KAVA/USDT/360/SSF/SINWMA/1352

Strategy
KAVA/USDT/360/SSF/SINWMA/1352
Pair
KAVA_USDT
Interval
6h
Score
478861
Daily Profit
0.222679
Profit Factor
1.785223
Profitability
61.818182
Streak
117.420026
Best Strategy
Training Data Length
2161.750000
Evaluation Time
2025-09-26 13:04
Expiration Time
2025-11-28 10:27

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 481375.9127 330954.7499 150421.1627 -115508.7743 28328.097 -143836.8713
Total P&L (%) 481.3759 330.9548 150.4212 -115.5088 28.3281 -143.8369
Avg Daily Profit (%) 0.2227 0.1531 0.0696 0 0.0115 0
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -164004 -58248 -211927 -220263 -74815 -199844
Profit Factor 1.7852 2.4622 1.389 0.6254 1.2834 0.3098
Total Trades 110 55 55 110 55 55
Winning Trades 68 33 35 42 23 19
Losing Trades 42 22 20 68 32 36
Profitability (%) 61.8182 60 63.6364 38.1818 41.8182 34.5455
Ratio Avg Win / Avg Loss 1.1026 1.6415 0.7937 1.0126 1.7856 0.5871
Largest Winning Trade 59270 53794 59270 58304 58304 42019
Largest Losing Trade -100489 -36539 -100489 -74815 -74815 -68139
Avg Bars in Trades 75 80 69 75 80 69
Avg Bars in Winners 65 69 61 79 92 64
Avg Bars in Losers 90 96 84 72 71 72
Bars Traded 8260 4419 3841 8260 4419 3841
Profit Streak 117.42 123.42 117.42 0 0 0
Trades During Streak 4 2 2 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 478861 -165888 -278397 -583414 -362824 -767121

Evaluation Data

{
    "trading_pair": "KAVA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8647,
    "evaluation_days": 2161.75,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1574553600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758881090235,
    "expiration_time": 1764318456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}

Factors

{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 147,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 29,
            "offset": 92
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            481375.9126761117,
            330954.7499279,
            150421.1627482118,
            -115508.7742616784,
            28328.0970217712,
            -143836.8712834495
        ],
        [
            481.375913,
            330.95475,
            150.421163,
            -115.508774,
            28.328097,
            -143.836871
        ],
        [
            0.222679,
            0.153096,
            0.069583,
            0,
            0.011539,
            0
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -164004,
            -58248,
            -211927,
            -220263,
            -74815,
            -199844
        ],
        [
            1.785223,
            2.462198,
            1.388984,
            0.625415,
            1.283417,
            0.309846
        ],
        [
            110,
            55,
            55,
            110,
            55,
            55
        ],
        [
            68,
            33,
            35,
            42,
            23,
            19
        ],
        [
            42,
            22,
            20,
            68,
            32,
            36
        ],
        [
            61.818182,
            60,
            63.636364,
            38.181818,
            41.818182,
            34.545455
        ],
        [
            1.102638,
            1.641465,
            0.793705,
            1.012576,
            1.785624,
            0.587076
        ],
        [
            59270,
            53794,
            59270,
            58304,
            58304,
            42019
        ],
        [
            -100489,
            -36539,
            -100489,
            -74815,
            -74815,
            -68139
        ],
        [
            75,
            80,
            69,
            75,
            80,
            69
        ],
        [
            65,
            69,
            61,
            79,
            92,
            64
        ],
        [
            90,
            96,
            84,
            72,
            71,
            72
        ],
        [
            8260,
            4419,
            3841,
            8260,
            4419,
            3841
        ],
        [
            117.420026,
            123.420026,
            117.420026,
            0,
            0,
            0
        ],
        [
            4,
            2,
            2,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            478861,
            -165888,
            -278397,
            -583414,
            -362824,
            -767121
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "KAVA_USDT",
    "interval": "6h",
    "packets": 25000,
    "actual_packets": 8647,
    "evaluation_days": 2161.75,
    "actual_first_datapoint_time": 1571961600000,
    "first_datapoint_time": 1574553600000,
    "last_datapoint_time": 1758715200000,
    "evaluation_time": 1758881090235,
    "expiration_time": 1764318456000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "ssf",
        "factors": {
            "length": 147,
            "offset": 0,
            "poles": 3
        }
    },
    "second_band": {
        "type": "sinwma",
        "factors": {
            "length": 29,
            "offset": 92
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)